Introduction to Mathematical Programming
6.251J · Electrical Engineering and Computer Science, Sloan School of Management · Graduate · Fall 2009
Prof. Dimitris Bertsimas
This course is an introduction to linear optimization and its extensions emphasizing the underlying mathematical structures, geometrical ideas, algorithms and solutions of practical problems. The topics covered include: formulations, the geometry of linear optimization, duality theory, the simplex method, sensitivity analysis, robust optimization, large scale optimization network flows, solving problems with an exponential number of constraints and the ellipsoid method, interior point methods, …
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Prof. Dimitris Bertsimas. 6.251J Introduction to Mathematical Programming. Fall 2009. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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